Why do emails come from an address at sendgrid.info?

We use SendGrid for the transactional emails that
come from our application. SendGrid cryptographically signs all of our emails
with DKIM, which matches the sendgrid.info sending address. This allows a
receiving mail server to verify the delivery was sent from who we say it was
sent from.

Why is the sending server sendgrid.net?

Because SendGrid is delivering email on our behalf, we employ the Sender
Policy Framework (SPF) for mail delivery to verify the sendgrid.net mail
server. i.e We have DNS records that verify which servers are allowed to send
email on our behalf. Combined with DKIM, this should override most spam
filters.